"Bad Girl" is one of Madonna's most underperforming singles in her chart history. The song is considered one of her best by many, a moving tale of an unhappy woman bolstered by a movie-like video featuring Madonna as a lonely, over-sexed, nicotine-addicted businesswoman. Just barely finding a place in the Top 40, this is the single that proved Madonna was not invincible.

The video was directed by David Fincher, who also helmed "Express Yourself," "Oh Father," and "Vogue." Along with Jean-Baptiste Mondino, he is widely considered Madonna's best video director. The featurette also had a cameo by Christopher Walken, who plays Madonna's guardian angel.

The single was backed by "Fever" in the United States, which was a dance hit, thus accounting for "Bad Girl"'s success on the maxi-single chart.

TRIVIA: "Bad Girl" became Madonna's first single to miss the Top 20 since 1983, and was only her third single to miss the top 10 (the others being "Holiday" and "Oh Father"). "Bad Girl" definitely signaled a change in the tides, as 4 of her next 17 singles would miss the top 40, while only 8 of those 17 hit the top ten.